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researcher

Darinka Dentcheva

Stevens Institute of Technology

17 papers hereh-index 277.2k citations114 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author11
  • middle author4
  • last author2

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • math.OC9
  • math.ST3
  • stat.ML3
  • math.FA1
  • q-fin.MF1
affiliations
  • Stevens Institute of Technology

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedTime-Consistent Risk Measures for Continuous-Time Markov Chains

2 citations · 2 across the 15 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2023

An Axiomatic Risk-Reward Framework for Sustainable Investing

Gabriele Torri, Rosella Giacometti, Darinka Dentcheva +2

Continued interest in sustainable investing calls for an axiomatic approach to measures of risk and reward that focus not only on financial returns, but also on measures of environ…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.